Ultimate access to all questions.
Upgrade Now 🚀
Sign in to unlock AI tutor
Calculation follows:
Pup=erΔt−du−d=e0.12×3/12−0.81.2−0.8=57.61%P_{\text{up}} = \frac{e^{r\Delta t} - d}{u - d} = \frac{e^{0.12 \times 3/12} - 0.8}{1.2 - 0.8} = 57.61\%Pup=u−derΔt−d=1.2−0.8e0.12×3/12−0.8=57.61%
A
Not provided
B
C
D
E
F
